RANGE TRADING v2

Regime-Gated Mean Reversion · 12 pairs · Hourly · WF-Validated Sharpe 2.12 — Updated 2026-04-14 03:37:52 UTC
PARAMS
Range
72h
Entry Edge
5%
Stop Loss
0.5×ATR
Take Profit
1.0×ATR (2:1)
Max Hold
12h
Backtest
5yr / 42.8% ann / PF 1.14
BLOCKED
VIX
19.06 ELEVATED+rising
DXY
usd_weak
Dispersion
high+rising
Size Mult
0%
Total P&L
+$0
Realized
+$0
Trades
0
Win Rate
0.0%
Open
0
0L / 0S
PAIR MONITOR — 72h Range Position
PairPriceATRRange PositionRangeNotionalVol RegimeStatus
AUDUSD0.707950.001355%95%77.0%0.70020 — 0.71025$0ELEVATEDGATED
EURUSD1.176030.001465%95%93.3%1.16543 — 1.17678$0ELEVATEDGATED
GBPUSD1.350580.001695%95%92.3%1.33808 — 1.35162$0NORMALGATED
NZDUSD0.585740.001085%95%79.4%0.57953 — 0.58735$0ELEVATEDGATED
USDCAD1.378940.001035%95%4.6%1.37851 — 1.38780$0NORMALGATED
USDCHF0.783510.001225%95%5.3%0.78295 — 0.79343$0ELEVATEDGATED
USDCNH6.816750.003675%95%11.0%6.81342 — 6.84352$0ELEVATEDGATED
USDMXN17.309690.025025%95%24.9%17.24929 — 17.49152$0NORMALGATED
USDNOK9.450640.017895%95%6.8%9.44018 — 9.59374$0ELEVATEDGATED
USDPLN3.609380.006025%95%5.3%3.60666 — 3.65810$0ELEVATEDGATED
USDSEK9.184740.024425%95%5.5%9.17483 — 9.35657$0STRESSGATED
USDZAR16.417600.052375%95%38.3%16.29535 — 16.61460$0ELEVATEDGATED
EQUITY CURVE
No closed trades yet
RECENT TRADES (last 20)
PairDirEntryExitHoursReasonP&L